-27.8%
AAL vs PCG
-40.4%
+12.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.7% |
| 7D | -3.7% | -13.9% | +10.1% | -1.4% |
| 30D | -20.8% | -16.9% | -3.9% | -18.3% |
| 3M | -1.3% | -14.7% | +13.5% | +1.3% |
| 6M | +5.4% | -23.8% | +29.2% | +10.6% |
| YTD | -14.4% | -10.5% | -3.9% | -13.3% |
| 1Y | +2.1% | -5.1% | +7.2% | +2.0% |
| 3Y | -10.6% | -11.6% | +1.0% | -10.0% |
| 5Y | -32.2% | +59.0% | -91.2% | -39.3% |
| 10Y | -62.7% | -75.7% | +13.0% | -49.4% |
| All | -27.8% | -40.4% | +12.5% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PCG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling